If you’re OK with this, then go for it, and I hope you get a lot out of your immersion sessions. I personally don’t think an absolute ban on English subs is necessary because often enough, especially when we’re less advanced, we’re just not able to understand enough to follow the dialogue, even at a ‘rough gist’ level, and that vastly reduces our engagement with the material, which may also make it less interesting to us. I feel there’s a need to balance ‘working on the target language’ and ‘understanding the material enough for us to want to continue’. Otherwise, well, learning will still happen, but it’ll be much more tedious.
However, I know few other people who are able to keep their eyes off visible subtitles the way I do, so perhaps this is just something that happens to work for me. All I’m saying is that in my experience, completely eliminating subtitles can happen fairly late in your learning journey and still not hinder your progress. (I’m living in France and doing a master’s in engineering here, and I don’t think I started doing large amounts of immersion without subtitles – or of any sort, honestly – until I was around the B1-B2 level. I’m still fluent enough to score above average in many subjects that require essays, including philosophy- and literature-based courses – nearly all my classmates are French; I’m not – and I had a maths teacher who thought I was born in France until he checked my student file.)